Well if its just anxiety you suffer from, perhaps you should try things that take your mind off of worry. The best things to do for this would be the things that you're most interested in and keep your mind active.
Going for long walks I've found are great to relieve stress. I've only tried it alone and with my dog, but the results have been very satisfactory. I would say walking is the best natural stress and anxiety reliever. Walking is a light exercise, so you can exercise yourself for hours and not get very tired. The more time you spent exercising is the best for stress, not so much the overall exhaustion, I've found. Therefore I wouldn't advise weightlifting, unless you're already very familiar with that already and can do it for a long period of time. If you become particularly stressed out or have a panic attack, having a good sprint takes away the frustration.
Working hard for long hours also helps anxiety as like walking, it takes your mind off the worrying things for a long period of time. I would suggest walking to working though as walking is more relaxing.
Watching your favourite films and TV can also reduce anxiety, as does video games.